基于信息熵的房地产投资组合模型

Real estate portfolio mode based on information entropy

讨论了以方差作为风险度量指标存在的缺陷,并将信息熵度量风险的方法引入房地产开发项目投资组合,建立了以信息熵为基础的房地产投资组合模型。实例证明,该模型满足投资组合要求的在收益尽可能大时风险最小的要求,且克服了协方差矩阵病态等问题,其计算简单,具有较强的有效性和实用性。

<Abstrcat>After analyzing the limitations of measuring risk with variance, the paper points out a new risk measure-information entropy. Afterwards, a mode was given for real estate portfolio, based on the information entropy. Application result has shown that the mode meets the requirements of the portfolio and it overcomes the shortcoming of the traditional mode. It is an efficient mode for real estate portfolio.